ib-ruby 0.8.4 → 0.8.5
This diff represents the content of publicly available package versions that have been released to one of the supported registries. The information contained in this diff is provided for informational purposes only and reflects changes between package versions as they appear in their respective public registries.
- data/.gitignore +3 -0
- data/HISTORY +3 -0
- data/README.md +29 -9
- data/VERSION +1 -1
- data/app/assets/javascripts/ib/bars.js +2 -0
- data/app/assets/javascripts/ib/executions.js +2 -0
- data/app/assets/javascripts/ib/order_states.js +2 -0
- data/app/assets/stylesheets/ib/bars.css +4 -0
- data/app/assets/stylesheets/ib/executions.css +4 -0
- data/app/assets/stylesheets/ib/order_states.css +4 -0
- data/app/controllers/ib/bars_controller.rb +87 -0
- data/app/controllers/ib/combo_legs_controller.rb +87 -0
- data/app/controllers/ib/contract_details_controller.rb +87 -0
- data/app/controllers/ib/contracts_controller.rb +87 -0
- data/app/controllers/ib/executions_controller.rb +87 -0
- data/app/controllers/ib/order_states_controller.rb +87 -0
- data/app/controllers/ib/orders_controller.rb +87 -0
- data/app/helpers/ib/bars_helper.rb +4 -0
- data/app/helpers/ib/combo_legs_helper.rb +4 -0
- data/app/helpers/ib/contract_details_helper.rb +4 -0
- data/app/helpers/ib/contracts_helper.rb +4 -0
- data/app/helpers/ib/executions_helper.rb +4 -0
- data/app/helpers/ib/order_states_helper.rb +4 -0
- data/app/helpers/ib/orders_helper.rb +4 -0
- data/app/views/ib/bars/_form.html.erb +57 -0
- data/app/views/ib/bars/edit.html.erb +6 -0
- data/app/views/ib/bars/index.html.erb +41 -0
- data/app/views/ib/bars/new.html.erb +5 -0
- data/app/views/ib/bars/show.html.erb +55 -0
- data/app/views/ib/combo_legs/_form.html.erb +53 -0
- data/app/views/ib/combo_legs/edit.html.erb +6 -0
- data/app/views/ib/combo_legs/index.html.erb +39 -0
- data/app/views/ib/combo_legs/new.html.erb +5 -0
- data/app/views/ib/combo_legs/show.html.erb +55 -0
- data/app/views/ib/contract_details/_form.html.erb +141 -0
- data/app/views/ib/contract_details/edit.html.erb +6 -0
- data/app/views/ib/contract_details/index.html.erb +83 -0
- data/app/views/ib/contract_details/new.html.erb +5 -0
- data/app/views/ib/contract_details/show.html.erb +160 -0
- data/app/views/ib/contracts/_form.html.erb +77 -0
- data/app/views/ib/contracts/edit.html.erb +6 -0
- data/app/views/ib/contracts/index.html.erb +53 -0
- data/app/views/ib/contracts/new.html.erb +5 -0
- data/app/views/ib/contracts/show.html.erb +85 -0
- data/app/views/ib/executions/_form.html.erb +77 -0
- data/app/views/ib/executions/edit.html.erb +6 -0
- data/app/views/ib/executions/index.html.erb +51 -0
- data/app/views/ib/executions/new.html.erb +5 -0
- data/app/views/ib/executions/show.html.erb +80 -0
- data/app/views/ib/order_states/_form.html.erb +93 -0
- data/app/views/ib/order_states/edit.html.erb +6 -0
- data/app/views/ib/order_states/index.html.erb +59 -0
- data/app/views/ib/order_states/new.html.erb +5 -0
- data/app/views/ib/order_states/show.html.erb +100 -0
- data/app/views/ib/orders/_form.html.erb +353 -0
- data/app/views/ib/orders/edit.html.erb +6 -0
- data/app/views/ib/orders/index.html.erb +193 -0
- data/app/views/ib/orders/new.html.erb +5 -0
- data/app/views/ib/orders/show.html.erb +435 -0
- data/bin/scaffold.rb +29 -0
- data/config/routes.rb +8 -1
- data/db/config.yml +5 -0
- data/db/migrate/101_add_ib_executions.rb +3 -0
- data/db/migrate/111_add_ib_bars.rb +6 -0
- data/db/migrate/121_add_ib_order_states.rb +8 -0
- data/db/migrate/131_add_ib_orders.rb +24 -0
- data/db/migrate/141_add_ib_combo_legs.rb +6 -0
- data/db/migrate/151_add_ib_underlyings.rb +3 -0
- data/db/migrate/161_add_ib_contract_details.rb +11 -0
- data/db/migrate/171_add_ib_contracts.rb +8 -1
- data/db/schema.rb +6 -5
- data/lib/ib/base.rb +3 -1
- data/lib/ib/base_properties.rb +26 -15
- data/lib/ib/connection.rb +3 -2
- data/lib/ib/errors.rb +16 -9
- data/lib/ib/extensions.rb +6 -4
- data/lib/ib/symbols.rb +10 -3
- data/lib/ib/symbols/forex.rb +49 -64
- data/lib/ib/symbols/futures.rb +2 -3
- data/lib/ib/symbols/options.rb +2 -1
- data/lib/ib/symbols/stocks.rb +2 -1
- data/lib/models/ib/bar.rb +6 -2
- data/lib/models/ib/combo_leg.rb +4 -3
- data/lib/models/ib/contract.rb +9 -5
- data/lib/models/ib/contract_detail.rb +1 -1
- data/lib/models/ib/execution.rb +3 -1
- data/lib/models/ib/order.rb +22 -20
- data/lib/models/ib/order_state.rb +4 -2
- data/lib/models/ib/underlying.rb +3 -4
- data/spec/README.md +12 -10
- data/spec/ib/symbols/symbols_spec.rb +10 -0
- data/spec/integration_helper.rb +1 -1
- data/spec/model_helper.rb +9 -8
- data/spec/models/ib/combo_leg_spec.rb +29 -28
- data/spec/models/ib/contract_detail_spec.rb +4 -1
- data/spec/models/ib/contract_spec.rb +66 -58
- data/spec/models/ib/execution_spec.rb +50 -44
- data/spec/models/ib/order_spec.rb +2 -2
- data/spec/order_helper.rb +5 -4
- data/spec/spec_helper.rb +3 -3
- metadata +59 -35
- data/app/models/ib/underlying.rb +0 -5
- data/bin/account_info +0 -29
- data/bin/cancel_orders +0 -27
- data/bin/contract_details +0 -35
- data/bin/depth_of_market +0 -43
- data/bin/fa_accounts +0 -22
- data/bin/fundamental_data +0 -39
- data/bin/historic_data +0 -51
- data/bin/historic_data_cli +0 -182
- data/bin/list_orders +0 -28
- data/bin/market_data +0 -41
- data/bin/option_data +0 -44
- data/bin/place_combo_order +0 -58
- data/bin/place_order +0 -27
- data/bin/template +0 -18
- data/bin/tick_data +0 -26
- data/bin/time_and_sales +0 -53
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<h1>Listing orders</h1>
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<table>
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<tr>
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<th>Contract</th>
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<th>Local</th>
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<th>Client</th>
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<th>Perm</th>
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<th>Parent</th>
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<th>Order ref</th>
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<th>Order type</th>
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<th>Tif</th>
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<th>Side</th>
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<th>Quantity</th>
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<th>Limit price</th>
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<th>Aux price</th>
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<th>Open close</th>
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<th>Oca type</th>
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<th>Oca group</th>
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<th>Transmit</th>
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<th>What if</th>
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<th>Outside rth</th>
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<th>Not held</th>
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<th>Hidden</th>
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<th>Block order</th>
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<th>Sweep to fill</th>
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<th>All or none</th>
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<th>Etrade only</th>
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<th>Firm quote only</th>
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<th>Opt out smart routing</th>
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<th>Override percentage constraints</th>
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<th>Min quantity</th>
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<th>Display size</th>
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<th>Trigger method</th>
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<th>Origin</th>
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<th>Good after time</th>
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<th>Good till date</th>
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<th>Rule 80a</th>
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<th>Percent offset</th>
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<th>Trail stop price</th>
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<th>Trailing percent</th>
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<th>Fa group</th>
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<th>Fa profile</th>
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<th>Fa method</th>
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<th>Fa percentage</th>
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<th>Short sale slot</th>
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<th>Designated location</th>
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<th>Exempt code</th>
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<th>Account</th>
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<th>Settling firm</th>
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<th>Clearing account</th>
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<th>Clearing intent</th>
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<th>Discretionary amount</th>
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<th>Nbbo price cap</th>
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<th>Auction strategy</th>
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<th>Starting price</th>
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<th>Stock ref price</th>
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<th>Delta</th>
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<th>Stock range lower</th>
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<th>Stock range upper</th>
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<th>Volatility</th>
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<th>Volatility type</th>
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<th>Reference price type</th>
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<th>Continuous update</th>
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<th>Delta neutral order type</th>
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<th>Delta neutral aux price</th>
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<th>Delta neutral con</th>
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<th>Delta neutral settling firm</th>
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<th>Delta neutral clearing account</th>
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<th>Delta neutral clearing intent</th>
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<th>Hedge type</th>
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<th>Hedge param</th>
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<th>Basis points</th>
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<th>Basis points type</th>
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<th>Algo strategy</th>
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<th>Leg prices</th>
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<th>Algo params</th>
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<th>Combo params</th>
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<th>Scale init level size</th>
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<th>Scale subs level size</th>
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<th>Scale price increment</th>
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<th>Scale price adjust value</th>
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<th>Scale price adjust interval</th>
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<th>Scale profit offset</th>
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<th>Scale init position</th>
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<th>Scale init fill qty</th>
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<th>Scale auto reset</th>
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<th>Scale random percent</th>
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<th>Placed at</th>
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<th>Modified at</th>
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<th></th>
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<th></th>
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<th></th>
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</tr>
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<% @orders.each do |order| %>
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<tr>
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<td><%= order.contract_id %></td>
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<td><%= order.local_id %></td>
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<td><%= order.client_id %></td>
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<td><%= order.perm_id %></td>
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<td><%= order.parent_id %></td>
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<td><%= order.order_ref %></td>
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<td><%= order.order_type %></td>
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<td><%= order.tif %></td>
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<td><%= order.side %></td>
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<td><%= order.quantity %></td>
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<td><%= order.limit_price %></td>
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<td><%= order.aux_price %></td>
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<td><%= order.open_close %></td>
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<td><%= order.oca_type %></td>
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<td><%= order.oca_group %></td>
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<td><%= order.transmit %></td>
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<td><%= order.what_if %></td>
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<td><%= order.outside_rth %></td>
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<td><%= order.not_held %></td>
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<td><%= order.hidden %></td>
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<td><%= order.block_order %></td>
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<td><%= order.sweep_to_fill %></td>
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<td><%= order.all_or_none %></td>
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<td><%= order.etrade_only %></td>
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<td><%= order.firm_quote_only %></td>
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<td><%= order.opt_out_smart_routing %></td>
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<td><%= order.override_percentage_constraints %></td>
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<td><%= order.min_quantity %></td>
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<td><%= order.display_size %></td>
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<td><%= order.trigger_method %></td>
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<td><%= order.origin %></td>
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<td><%= order.good_after_time %></td>
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<td><%= order.good_till_date %></td>
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<td><%= order.rule_80a %></td>
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<td><%= order.percent_offset %></td>
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<td><%= order.trail_stop_price %></td>
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<td><%= order.trailing_percent %></td>
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<td><%= order.fa_group %></td>
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<td><%= order.fa_profile %></td>
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<td><%= order.fa_method %></td>
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<td><%= order.fa_percentage %></td>
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<td><%= order.short_sale_slot %></td>
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<td><%= order.designated_location %></td>
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<td><%= order.exempt_code %></td>
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<td><%= order.account %></td>
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<td><%= order.settling_firm %></td>
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<td><%= order.clearing_account %></td>
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<td><%= order.clearing_intent %></td>
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<td><%= order.discretionary_amount %></td>
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<td><%= order.nbbo_price_cap %></td>
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<td><%= order.auction_strategy %></td>
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<td><%= order.starting_price %></td>
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<td><%= order.stock_ref_price %></td>
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<td><%= order.delta %></td>
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<td><%= order.stock_range_lower %></td>
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<td><%= order.stock_range_upper %></td>
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<td><%= order.volatility %></td>
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<td><%= order.volatility_type %></td>
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<td><%= order.reference_price_type %></td>
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<td><%= order.continuous_update %></td>
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<td><%= order.delta_neutral_order_type %></td>
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<td><%= order.delta_neutral_aux_price %></td>
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<td><%= order.delta_neutral_con_id %></td>
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<td><%= order.delta_neutral_settling_firm %></td>
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<td><%= order.delta_neutral_clearing_account %></td>
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<td><%= order.delta_neutral_clearing_intent %></td>
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<td><%= order.hedge_type %></td>
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<td><%= order.hedge_param %></td>
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<td><%= order.basis_points %></td>
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<td><%= order.basis_points_type %></td>
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<td><%= order.algo_strategy %></td>
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<td><%= order.leg_prices %></td>
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<td><%= order.algo_params %></td>
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<td><%= order.combo_params %></td>
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<td><%= order.scale_init_level_size %></td>
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<td><%= order.scale_subs_level_size %></td>
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<td><%= order.scale_price_increment %></td>
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<td><%= order.scale_price_adjust_value %></td>
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<td><%= order.scale_price_adjust_interval %></td>
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<td><%= order.scale_profit_offset %></td>
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<td><%= order.scale_init_position %></td>
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<td><%= order.scale_init_fill_qty %></td>
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<td><%= order.scale_auto_reset %></td>
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<td><%= order.scale_random_percent %></td>
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<td><%= order.placed_at %></td>
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<td><%= order.modified_at %></td>
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<td><%= link_to 'Show', order %></td>
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<td><%= link_to 'Edit', edit_order_path(order) %></td>
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<td><%= link_to 'Destroy', order, :method => :delete, :data => { :confirm => 'Are you sure?' } %></td>
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</tr>
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<% end %>
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</table>
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<br />
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<%= link_to 'New Order', new_order_path %>
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<p id="notice"><%= notice %></p>
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<p>
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<b>Contract:</b>
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<%= @order.contract_id %>
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</p>
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<p>
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<b>Local:</b>
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<%= @order.local_id %>
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</p>
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<p>
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14
|
+
<b>Client:</b>
|
|
15
|
+
<%= @order.client_id %>
|
|
16
|
+
</p>
|
|
17
|
+
|
|
18
|
+
<p>
|
|
19
|
+
<b>Perm:</b>
|
|
20
|
+
<%= @order.perm_id %>
|
|
21
|
+
</p>
|
|
22
|
+
|
|
23
|
+
<p>
|
|
24
|
+
<b>Parent:</b>
|
|
25
|
+
<%= @order.parent_id %>
|
|
26
|
+
</p>
|
|
27
|
+
|
|
28
|
+
<p>
|
|
29
|
+
<b>Order ref:</b>
|
|
30
|
+
<%= @order.order_ref %>
|
|
31
|
+
</p>
|
|
32
|
+
|
|
33
|
+
<p>
|
|
34
|
+
<b>Order type:</b>
|
|
35
|
+
<%= @order.order_type %>
|
|
36
|
+
</p>
|
|
37
|
+
|
|
38
|
+
<p>
|
|
39
|
+
<b>Tif:</b>
|
|
40
|
+
<%= @order.tif %>
|
|
41
|
+
</p>
|
|
42
|
+
|
|
43
|
+
<p>
|
|
44
|
+
<b>Side:</b>
|
|
45
|
+
<%= @order.side %>
|
|
46
|
+
</p>
|
|
47
|
+
|
|
48
|
+
<p>
|
|
49
|
+
<b>Quantity:</b>
|
|
50
|
+
<%= @order.quantity %>
|
|
51
|
+
</p>
|
|
52
|
+
|
|
53
|
+
<p>
|
|
54
|
+
<b>Limit price:</b>
|
|
55
|
+
<%= @order.limit_price %>
|
|
56
|
+
</p>
|
|
57
|
+
|
|
58
|
+
<p>
|
|
59
|
+
<b>Aux price:</b>
|
|
60
|
+
<%= @order.aux_price %>
|
|
61
|
+
</p>
|
|
62
|
+
|
|
63
|
+
<p>
|
|
64
|
+
<b>Open close:</b>
|
|
65
|
+
<%= @order.open_close %>
|
|
66
|
+
</p>
|
|
67
|
+
|
|
68
|
+
<p>
|
|
69
|
+
<b>Oca type:</b>
|
|
70
|
+
<%= @order.oca_type %>
|
|
71
|
+
</p>
|
|
72
|
+
|
|
73
|
+
<p>
|
|
74
|
+
<b>Oca group:</b>
|
|
75
|
+
<%= @order.oca_group %>
|
|
76
|
+
</p>
|
|
77
|
+
|
|
78
|
+
<p>
|
|
79
|
+
<b>Transmit:</b>
|
|
80
|
+
<%= @order.transmit %>
|
|
81
|
+
</p>
|
|
82
|
+
|
|
83
|
+
<p>
|
|
84
|
+
<b>What if:</b>
|
|
85
|
+
<%= @order.what_if %>
|
|
86
|
+
</p>
|
|
87
|
+
|
|
88
|
+
<p>
|
|
89
|
+
<b>Outside rth:</b>
|
|
90
|
+
<%= @order.outside_rth %>
|
|
91
|
+
</p>
|
|
92
|
+
|
|
93
|
+
<p>
|
|
94
|
+
<b>Not held:</b>
|
|
95
|
+
<%= @order.not_held %>
|
|
96
|
+
</p>
|
|
97
|
+
|
|
98
|
+
<p>
|
|
99
|
+
<b>Hidden:</b>
|
|
100
|
+
<%= @order.hidden %>
|
|
101
|
+
</p>
|
|
102
|
+
|
|
103
|
+
<p>
|
|
104
|
+
<b>Block order:</b>
|
|
105
|
+
<%= @order.block_order %>
|
|
106
|
+
</p>
|
|
107
|
+
|
|
108
|
+
<p>
|
|
109
|
+
<b>Sweep to fill:</b>
|
|
110
|
+
<%= @order.sweep_to_fill %>
|
|
111
|
+
</p>
|
|
112
|
+
|
|
113
|
+
<p>
|
|
114
|
+
<b>All or none:</b>
|
|
115
|
+
<%= @order.all_or_none %>
|
|
116
|
+
</p>
|
|
117
|
+
|
|
118
|
+
<p>
|
|
119
|
+
<b>Etrade only:</b>
|
|
120
|
+
<%= @order.etrade_only %>
|
|
121
|
+
</p>
|
|
122
|
+
|
|
123
|
+
<p>
|
|
124
|
+
<b>Firm quote only:</b>
|
|
125
|
+
<%= @order.firm_quote_only %>
|
|
126
|
+
</p>
|
|
127
|
+
|
|
128
|
+
<p>
|
|
129
|
+
<b>Opt out smart routing:</b>
|
|
130
|
+
<%= @order.opt_out_smart_routing %>
|
|
131
|
+
</p>
|
|
132
|
+
|
|
133
|
+
<p>
|
|
134
|
+
<b>Override percentage constraints:</b>
|
|
135
|
+
<%= @order.override_percentage_constraints %>
|
|
136
|
+
</p>
|
|
137
|
+
|
|
138
|
+
<p>
|
|
139
|
+
<b>Min quantity:</b>
|
|
140
|
+
<%= @order.min_quantity %>
|
|
141
|
+
</p>
|
|
142
|
+
|
|
143
|
+
<p>
|
|
144
|
+
<b>Display size:</b>
|
|
145
|
+
<%= @order.display_size %>
|
|
146
|
+
</p>
|
|
147
|
+
|
|
148
|
+
<p>
|
|
149
|
+
<b>Trigger method:</b>
|
|
150
|
+
<%= @order.trigger_method %>
|
|
151
|
+
</p>
|
|
152
|
+
|
|
153
|
+
<p>
|
|
154
|
+
<b>Origin:</b>
|
|
155
|
+
<%= @order.origin %>
|
|
156
|
+
</p>
|
|
157
|
+
|
|
158
|
+
<p>
|
|
159
|
+
<b>Good after time:</b>
|
|
160
|
+
<%= @order.good_after_time %>
|
|
161
|
+
</p>
|
|
162
|
+
|
|
163
|
+
<p>
|
|
164
|
+
<b>Good till date:</b>
|
|
165
|
+
<%= @order.good_till_date %>
|
|
166
|
+
</p>
|
|
167
|
+
|
|
168
|
+
<p>
|
|
169
|
+
<b>Rule 80a:</b>
|
|
170
|
+
<%= @order.rule_80a %>
|
|
171
|
+
</p>
|
|
172
|
+
|
|
173
|
+
<p>
|
|
174
|
+
<b>Percent offset:</b>
|
|
175
|
+
<%= @order.percent_offset %>
|
|
176
|
+
</p>
|
|
177
|
+
|
|
178
|
+
<p>
|
|
179
|
+
<b>Trail stop price:</b>
|
|
180
|
+
<%= @order.trail_stop_price %>
|
|
181
|
+
</p>
|
|
182
|
+
|
|
183
|
+
<p>
|
|
184
|
+
<b>Trailing percent:</b>
|
|
185
|
+
<%= @order.trailing_percent %>
|
|
186
|
+
</p>
|
|
187
|
+
|
|
188
|
+
<p>
|
|
189
|
+
<b>Fa group:</b>
|
|
190
|
+
<%= @order.fa_group %>
|
|
191
|
+
</p>
|
|
192
|
+
|
|
193
|
+
<p>
|
|
194
|
+
<b>Fa profile:</b>
|
|
195
|
+
<%= @order.fa_profile %>
|
|
196
|
+
</p>
|
|
197
|
+
|
|
198
|
+
<p>
|
|
199
|
+
<b>Fa method:</b>
|
|
200
|
+
<%= @order.fa_method %>
|
|
201
|
+
</p>
|
|
202
|
+
|
|
203
|
+
<p>
|
|
204
|
+
<b>Fa percentage:</b>
|
|
205
|
+
<%= @order.fa_percentage %>
|
|
206
|
+
</p>
|
|
207
|
+
|
|
208
|
+
<p>
|
|
209
|
+
<b>Short sale slot:</b>
|
|
210
|
+
<%= @order.short_sale_slot %>
|
|
211
|
+
</p>
|
|
212
|
+
|
|
213
|
+
<p>
|
|
214
|
+
<b>Designated location:</b>
|
|
215
|
+
<%= @order.designated_location %>
|
|
216
|
+
</p>
|
|
217
|
+
|
|
218
|
+
<p>
|
|
219
|
+
<b>Exempt code:</b>
|
|
220
|
+
<%= @order.exempt_code %>
|
|
221
|
+
</p>
|
|
222
|
+
|
|
223
|
+
<p>
|
|
224
|
+
<b>Account:</b>
|
|
225
|
+
<%= @order.account %>
|
|
226
|
+
</p>
|
|
227
|
+
|
|
228
|
+
<p>
|
|
229
|
+
<b>Settling firm:</b>
|
|
230
|
+
<%= @order.settling_firm %>
|
|
231
|
+
</p>
|
|
232
|
+
|
|
233
|
+
<p>
|
|
234
|
+
<b>Clearing account:</b>
|
|
235
|
+
<%= @order.clearing_account %>
|
|
236
|
+
</p>
|
|
237
|
+
|
|
238
|
+
<p>
|
|
239
|
+
<b>Clearing intent:</b>
|
|
240
|
+
<%= @order.clearing_intent %>
|
|
241
|
+
</p>
|
|
242
|
+
|
|
243
|
+
<p>
|
|
244
|
+
<b>Discretionary amount:</b>
|
|
245
|
+
<%= @order.discretionary_amount %>
|
|
246
|
+
</p>
|
|
247
|
+
|
|
248
|
+
<p>
|
|
249
|
+
<b>Nbbo price cap:</b>
|
|
250
|
+
<%= @order.nbbo_price_cap %>
|
|
251
|
+
</p>
|
|
252
|
+
|
|
253
|
+
<p>
|
|
254
|
+
<b>Auction strategy:</b>
|
|
255
|
+
<%= @order.auction_strategy %>
|
|
256
|
+
</p>
|
|
257
|
+
|
|
258
|
+
<p>
|
|
259
|
+
<b>Starting price:</b>
|
|
260
|
+
<%= @order.starting_price %>
|
|
261
|
+
</p>
|
|
262
|
+
|
|
263
|
+
<p>
|
|
264
|
+
<b>Stock ref price:</b>
|
|
265
|
+
<%= @order.stock_ref_price %>
|
|
266
|
+
</p>
|
|
267
|
+
|
|
268
|
+
<p>
|
|
269
|
+
<b>Delta:</b>
|
|
270
|
+
<%= @order.delta %>
|
|
271
|
+
</p>
|
|
272
|
+
|
|
273
|
+
<p>
|
|
274
|
+
<b>Stock range lower:</b>
|
|
275
|
+
<%= @order.stock_range_lower %>
|
|
276
|
+
</p>
|
|
277
|
+
|
|
278
|
+
<p>
|
|
279
|
+
<b>Stock range upper:</b>
|
|
280
|
+
<%= @order.stock_range_upper %>
|
|
281
|
+
</p>
|
|
282
|
+
|
|
283
|
+
<p>
|
|
284
|
+
<b>Volatility:</b>
|
|
285
|
+
<%= @order.volatility %>
|
|
286
|
+
</p>
|
|
287
|
+
|
|
288
|
+
<p>
|
|
289
|
+
<b>Volatility type:</b>
|
|
290
|
+
<%= @order.volatility_type %>
|
|
291
|
+
</p>
|
|
292
|
+
|
|
293
|
+
<p>
|
|
294
|
+
<b>Reference price type:</b>
|
|
295
|
+
<%= @order.reference_price_type %>
|
|
296
|
+
</p>
|
|
297
|
+
|
|
298
|
+
<p>
|
|
299
|
+
<b>Continuous update:</b>
|
|
300
|
+
<%= @order.continuous_update %>
|
|
301
|
+
</p>
|
|
302
|
+
|
|
303
|
+
<p>
|
|
304
|
+
<b>Delta neutral order type:</b>
|
|
305
|
+
<%= @order.delta_neutral_order_type %>
|
|
306
|
+
</p>
|
|
307
|
+
|
|
308
|
+
<p>
|
|
309
|
+
<b>Delta neutral aux price:</b>
|
|
310
|
+
<%= @order.delta_neutral_aux_price %>
|
|
311
|
+
</p>
|
|
312
|
+
|
|
313
|
+
<p>
|
|
314
|
+
<b>Delta neutral con:</b>
|
|
315
|
+
<%= @order.delta_neutral_con_id %>
|
|
316
|
+
</p>
|
|
317
|
+
|
|
318
|
+
<p>
|
|
319
|
+
<b>Delta neutral settling firm:</b>
|
|
320
|
+
<%= @order.delta_neutral_settling_firm %>
|
|
321
|
+
</p>
|
|
322
|
+
|
|
323
|
+
<p>
|
|
324
|
+
<b>Delta neutral clearing account:</b>
|
|
325
|
+
<%= @order.delta_neutral_clearing_account %>
|
|
326
|
+
</p>
|
|
327
|
+
|
|
328
|
+
<p>
|
|
329
|
+
<b>Delta neutral clearing intent:</b>
|
|
330
|
+
<%= @order.delta_neutral_clearing_intent %>
|
|
331
|
+
</p>
|
|
332
|
+
|
|
333
|
+
<p>
|
|
334
|
+
<b>Hedge type:</b>
|
|
335
|
+
<%= @order.hedge_type %>
|
|
336
|
+
</p>
|
|
337
|
+
|
|
338
|
+
<p>
|
|
339
|
+
<b>Hedge param:</b>
|
|
340
|
+
<%= @order.hedge_param %>
|
|
341
|
+
</p>
|
|
342
|
+
|
|
343
|
+
<p>
|
|
344
|
+
<b>Basis points:</b>
|
|
345
|
+
<%= @order.basis_points %>
|
|
346
|
+
</p>
|
|
347
|
+
|
|
348
|
+
<p>
|
|
349
|
+
<b>Basis points type:</b>
|
|
350
|
+
<%= @order.basis_points_type %>
|
|
351
|
+
</p>
|
|
352
|
+
|
|
353
|
+
<p>
|
|
354
|
+
<b>Algo strategy:</b>
|
|
355
|
+
<%= @order.algo_strategy %>
|
|
356
|
+
</p>
|
|
357
|
+
|
|
358
|
+
<p>
|
|
359
|
+
<b>Leg prices:</b>
|
|
360
|
+
<%= @order.leg_prices %>
|
|
361
|
+
</p>
|
|
362
|
+
|
|
363
|
+
<p>
|
|
364
|
+
<b>Algo params:</b>
|
|
365
|
+
<%= @order.algo_params %>
|
|
366
|
+
</p>
|
|
367
|
+
|
|
368
|
+
<p>
|
|
369
|
+
<b>Combo params:</b>
|
|
370
|
+
<%= @order.combo_params %>
|
|
371
|
+
</p>
|
|
372
|
+
|
|
373
|
+
<p>
|
|
374
|
+
<b>Scale init level size:</b>
|
|
375
|
+
<%= @order.scale_init_level_size %>
|
|
376
|
+
</p>
|
|
377
|
+
|
|
378
|
+
<p>
|
|
379
|
+
<b>Scale subs level size:</b>
|
|
380
|
+
<%= @order.scale_subs_level_size %>
|
|
381
|
+
</p>
|
|
382
|
+
|
|
383
|
+
<p>
|
|
384
|
+
<b>Scale price increment:</b>
|
|
385
|
+
<%= @order.scale_price_increment %>
|
|
386
|
+
</p>
|
|
387
|
+
|
|
388
|
+
<p>
|
|
389
|
+
<b>Scale price adjust value:</b>
|
|
390
|
+
<%= @order.scale_price_adjust_value %>
|
|
391
|
+
</p>
|
|
392
|
+
|
|
393
|
+
<p>
|
|
394
|
+
<b>Scale price adjust interval:</b>
|
|
395
|
+
<%= @order.scale_price_adjust_interval %>
|
|
396
|
+
</p>
|
|
397
|
+
|
|
398
|
+
<p>
|
|
399
|
+
<b>Scale profit offset:</b>
|
|
400
|
+
<%= @order.scale_profit_offset %>
|
|
401
|
+
</p>
|
|
402
|
+
|
|
403
|
+
<p>
|
|
404
|
+
<b>Scale init position:</b>
|
|
405
|
+
<%= @order.scale_init_position %>
|
|
406
|
+
</p>
|
|
407
|
+
|
|
408
|
+
<p>
|
|
409
|
+
<b>Scale init fill qty:</b>
|
|
410
|
+
<%= @order.scale_init_fill_qty %>
|
|
411
|
+
</p>
|
|
412
|
+
|
|
413
|
+
<p>
|
|
414
|
+
<b>Scale auto reset:</b>
|
|
415
|
+
<%= @order.scale_auto_reset %>
|
|
416
|
+
</p>
|
|
417
|
+
|
|
418
|
+
<p>
|
|
419
|
+
<b>Scale random percent:</b>
|
|
420
|
+
<%= @order.scale_random_percent %>
|
|
421
|
+
</p>
|
|
422
|
+
|
|
423
|
+
<p>
|
|
424
|
+
<b>Placed at:</b>
|
|
425
|
+
<%= @order.placed_at %>
|
|
426
|
+
</p>
|
|
427
|
+
|
|
428
|
+
<p>
|
|
429
|
+
<b>Modified at:</b>
|
|
430
|
+
<%= @order.modified_at %>
|
|
431
|
+
</p>
|
|
432
|
+
|
|
433
|
+
|
|
434
|
+
<%= link_to 'Edit', edit_order_path(@order) %> |
|
|
435
|
+
<%= link_to 'Back', orders_path %>
|